Work

Doubly reflected BSDEs with stochastic quadratic growth: Around the predictable obstacles

Year: 2023

Type: article

Source: Stochastic Processes and their Applications

DOI: 10.1016/j.spa.2023.06.012

Authors: E.H. Essaky, M. Hassani, C.E. Rhazlane

Institution: Cadi Ayyad University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W3080249630

FWCI: 0.211

Cites: 19

Cited by: 1

Related to: 10